Anic Equity¶

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Total return since start: 0.663 %¶

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Equity now: -----------------------------> 50785.2 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45225.88 Kr¶

PnL: ---------------------------------------> -351.71 Kr¶

DD now: ---------------------------------> -4.396 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 13:27:18.035551'

Anic Portfolio¶

Today¶

Return: 0.067 %¶

This Week¶

Return: 0.067 %¶

Total portfolio value¶

Return including deposits: 66.258 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.620000 3592.500000 30.000000 0.840000 3562.500000
Hexagon B 26 -0.410000 3438.500000 27.300000 0.800000 3411.200000
Hexatronic Group 15 3.600000 1088.700000 21.000000 1.970000 1067.700000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Vitec Software Group B 2 -1.070000 1114.000000 13.000000 1.180000 1101.000000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Profoto Holding 7 -0.240000 593.600000 11.600000 1.990000 581.999999
Sagax B 4 -0.840000 894.800000 11.600000 1.310000 883.200000
Platzer Fastigheter Holding B 12 -0.500000 957.600000 8.400000 0.880000 949.200000
Addnode Group B 7 -1.660000 910.700000 7.700000 0.850000 903.000000
Orrön Energy 170 -2.780000 2048.500000 7.650000 0.370000 2040.850000
Atrium Ljungberg B 5 -0.170000 907.000000 5.500000 0.610000 901.500000
HEXPOL B 8 -0.500000 960.000000 4.800000 0.500000 955.200000
JM 7 -1.020000 952.000000 4.200000 0.440000 947.800000
BHG Group 109 -5.160000 1422.450000 3.270000 0.230000 1419.180000
ASSA ABLOY B 4 -1.150000 994.000000 3.200000 0.320000 990.800000
Sandvik 4 -1.160000 848.400000 2.800000 0.330000 845.600000
Latour B 4 -2.820000 856.000000 2.000000 0.230000 854.000000
Hennes & Mauritz B 6 -1.000000 911.040000 1.080000 0.120000 909.960000
Gränges 10 4.120000 1036.000000 0.000000 0.000000 1036.000000
Alimak Group 12 -0.120000 1004.400000 0.000000 0.000000 1004.400000
Biotage 1 -6.590000 147.400000 -0.100000 -0.070000 147.500000
SKF B 5 -1.440000 977.250000 -0.750000 -0.080000 978.000000
AcadeMedia 20 -0.980000 974.800000 -0.800000 -0.080000 975.600000
Hoist Finance 36 0.720000 1006.200000 -1.800000 -0.180000 1008.000000
Catena 2 -0.200000 800.400000 -3.200000 -0.400000 803.600000
Byggmax Group 33 -1.950000 960.960000 -3.960000 -0.410000 964.920000
BioGaia B 8 -2.090000 898.400000 -4.000000 -0.440000 902.400000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
EQT 4 -2.350000 864.800000 -6.000000 -0.690000 870.800000
Vitrolife 3 -2.110000 668.400000 -8.600000 -1.270000 677.000001
OX2 12 -4.040000 897.600000 -9.000000 -0.990000 906.600000
Investor B 3 -1.420000 645.450000 -12.550000 -1.910000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
VEF 788 -2.480000 1856.530000 -40.970000 -2.160000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -2.620000 2631.900000 -351.680000 -11.790000 2983.577733
TOTAL 45225.880000 -351.710000 -4.39596% 45577.591729

Updated:¶

'2023-06-19 13:27:35.652908'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶